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Conference Aug 2026

Reinforcement Learning for Adaptive Market-Making with Inventory-Aware Risk Constraints

It is essential for market-making strategies to optimally capture the spread, balance their inventory, and adjust to changing order-book dynamics. In this paper, we explore the use of Proximal Policy Optimization (PPO) to perform adaptive market making in a simulated limit-order-book setting using the MSFT data from th...

Zubair Raja Ahamed Zaffarullah, Priyameet Kaur Keer, Rubani Singla et al. · 0 citations

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